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WPC vs. REET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WPC and REET is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

WPC vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W. P. Carey Inc. (WPC) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
57.44%
43.53%
WPC
REET

Key characteristics

Sharpe Ratio

WPC:

-0.50

REET:

0.29

Sortino Ratio

WPC:

-0.56

REET:

0.48

Omega Ratio

WPC:

0.93

REET:

1.06

Calmar Ratio

WPC:

-0.33

REET:

0.17

Martin Ratio

WPC:

-0.85

REET:

0.92

Ulcer Index

WPC:

12.36%

REET:

4.53%

Daily Std Dev

WPC:

21.07%

REET:

14.38%

Max Drawdown

WPC:

-52.45%

REET:

-44.59%

Current Drawdown

WPC:

-28.88%

REET:

-14.63%

Returns By Period

In the year-to-date period, WPC achieves a -12.40% return, which is significantly lower than REET's 2.00% return. Over the past 10 years, WPC has outperformed REET with an annualized return of 3.31%, while REET has yielded a comparatively lower 3.06% annualized return.


WPC

YTD

-12.40%

1M

-4.57%

6M

1.40%

1Y

-11.36%

5Y*

-0.94%

10Y*

3.31%

REET

YTD

2.00%

1M

-5.43%

6M

6.06%

1Y

3.11%

5Y*

0.59%

10Y*

3.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WPC vs. REET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) and iShares Global REIT ETF (REET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WPC, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.500.29
The chart of Sortino ratio for WPC, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.560.48
The chart of Omega ratio for WPC, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.06
The chart of Calmar ratio for WPC, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.330.17
The chart of Martin ratio for WPC, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.850.92
WPC
REET

The current WPC Sharpe Ratio is -0.50, which is lower than the REET Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of WPC and REET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.50
0.29
WPC
REET

Dividends

WPC vs. REET - Dividend Comparison

WPC's dividend yield for the trailing twelve months is around 6.40%, more than REET's 3.66% yield.


TTM20232022202120202019201820172016201520142013
WPC
W. P. Carey Inc.
6.40%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%5.71%
REET
iShares Global REIT ETF
3.66%3.27%2.42%3.18%2.64%5.25%5.73%3.84%5.37%3.56%2.12%0.00%

Drawdowns

WPC vs. REET - Drawdown Comparison

The maximum WPC drawdown since its inception was -52.45%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for WPC and REET. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-28.88%
-14.63%
WPC
REET

Volatility

WPC vs. REET - Volatility Comparison

W. P. Carey Inc. (WPC) has a higher volatility of 6.05% compared to iShares Global REIT ETF (REET) at 5.06%. This indicates that WPC's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.05%
5.06%
WPC
REET
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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